Ned> we should be able to catch an exception when IDLE tries to set the working directory to Documents.

If IDLE did that, then I would consider the silent exit an IDLE bug.  However, IDLE only calls os.chdir, when running a user script, in the user process, to change to the script directory, so imports work as expected.  (In other words, to imitate what Python does.)  There are only proposals, #22121 and #28775, to IDLE itself to change IDLE's working directory when starting.

I presume a. that the switch results from how Python and IDLE are installed and how the icon is configured and b. that it happens before the first IDLE code is executed.  If so, there is nothing IDLE can do.